Edgeworth expansions for weakly dependent random variables

DOI10.1214/20-AIHP1085zbMath1480.37016arXiv1803.07667OpenAlexW2789887077MaRDI QIDQ2041805

Kasun Fernando, Carlangelo Liverani

Publication date: 23 July 2021

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.07667

zbMATH Keywords

Markov chainsEdgeworth expansionsweak dependenceexpanding maps

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Random iteration (37H12)

Related Items (9)

Asymptotic expansion of correlation functions for \({\mathbb{Z}^d}\) covers of hyperbolic flows ⋮ Edgeworth expansions for independent bounded integer valued random variables ⋮ On the asymptotic moments and Edgeworth expansions for some processes in random dynamical environment ⋮ A Berry-Esseen theorem and Edgeworth expansions for uniformly elliptic inhomogeneous Markov chains ⋮ Weak Edgeworth expansion for the mean-field Bose gas ⋮ Logarithmic Fourier decay for self conformal measures ⋮ Expansions in the local and the central limit theorems for dynamical systems ⋮ Higher order asymptotics for large deviations – Part I ⋮ Statistical Properties of the Rauzy-Veech-Zorich Map

Cites Work

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